SOCIETE GENERALE PRIME SERVICES ; SG CTA Index, 1.58% ; SG Trend Index, 3.09% ; SG STTI, -0.23% ; S&P 500 TR, 5.27% ...

Daily Indices ; SG CTA Index · 0.17%, 1.53% ; SG Trend Index · 0.22%, 3.04% ; SG Short Term Traders Index · -0.01%, -0.28% ; SG Multi Alternative Risk Premia Index.

SGAS is a broker-dealer registered with the SEC and FINRA, and an FCM registered with the CFTC and NFA.

The SG CTA Index is equal weighted, calculates the daily rate of return for a pool of CTAs selected from the larger managers that are open to new investment.

The BNP Paribas Multi-Asset Trend Index (“the Index”) is a rules- based Index which intends to benefit from trends of a diverse range of asset classes and ...

Criteria. – Must trade a primarily futures (inc. FX forwards) based strategy (as determined by SG). – Must be broadly diversified (across asset classes ...

The SG CTA Trend Index is designed to represent the performance of the 10 largest Trend Following CTA programs.

This website is for information purposes only and is intended for use by Permitted Clients and Accredited Investors (as defined under the applicable Canadian ...

Evolution of the SG indices Similarly, the SG Trend Index currently includes the ten largest trend following CTA managers, as determined by Société Générale, ...

Updates. – There have been 2 updates to the Trend Indicator methodology: – 2012: •. Shortening the look back periods for estimating volatilities and ...